130 research outputs found

    Fuzzy control design based on genetic algorithms

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    A new methodology for design of fuzzy controllers based on Genetic Algorithms has been proposed. The developed design tool initially identifies an approximate model for a system based on a small set of input/output data of the plant. The system identification is also performed based on Genetic Algorithms. The model is then used in the design procedure. The tuning can be carried out either on the membership functions or the fuzzy rules of the fuzzy controller. The method can be applied to linear and non linear SISO and MIMO systems with time delay and unknown structure. Experimental observations show that the developed methodology performs well and is superior to other considered in this study

    An Empirical Study of Value at Risk in the Chinese Stock Market

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    Nowadays, value at risk (VaR) has developed into a standard indicator in the financial risk measuring field. The aim of this study is not only to measure the risk of the Chinese stock market using VaR methods, but also to value whether the downside risk is priced in the expected return in the market. This study estimates VaR of six indices using four approaches at both 95% and 99% confidence levels. Then by conducting the Kupiec backtest, we find the best fitted method for each sample. We conclude that the approach of historical simulation with volatility is the best one for most of the samples, and the non-parametric methods fit much better than the parametric ones in the Chinese stock market. Furthermore, this study uses these best VaR estimates to test the intertemporal risk-return trade-off between the downside risk and the expected return. The positive risk-return relation is proved when we consider control variables, which are the one-month-lag return and a dummy variable for financial crisis

    Global solution and blow-up for the stochastic fractional Schr\"odinger equation

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    We establish the stochastic Strichartz estimate for the fractional Schr\"odinger equation with multiplicative noise. With the help of the deterministic Strichartz estimates, we prove the existence and uniqueness of a global solution to the stochastic fractional nonlinear Schr\"odinger equation in L2(Rn)L_2(\mathbb{R}^n) and H1(Rn)H^{1}(\mathbb{R}^n), respectively. In addition, we also prove a general blow up result by deriving a localized virial estimate and the generalized Strauss inequality with E[u0]<0E[u_0]<0

    Construction applicability of mechanical methods for connecting aisle in the bohai mudstone stratum with high water pressure

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    China’s traditional connecting aisle construction technology is mainly to combine soil reinforcement with mining excavation. The technology is relatively mature, but it has shortcomings such as long construction period and long-term construction settlement. In order to overcome the above shortcomings, mechanical methods for connecting aisle technology has become increasingly mature after years of research and development, and has been successfully applied in many areas. For the cross-sea tunnel project, this technology was first tried and applied in the interval tunnel of Qingdao Metro Line 8. It is challenging to construct the connecting aisle by mechanical method in Bohai mudstone stratum with high water pressure, which has the construction difficulties such as high excavation requirements, high requirements for post-support function and limited space of main tunnel. In this study, a cutter, propulsion system, and back supporting system were designed to handle the key and difficult points and risks of the aforementioned construction. Furthermore, targeted construction schemes were adopted for sleeve sealing, sleeve removal, and improvement of sleeve sealing. The applicability of the improved mechanical construction method to the geological conditions of the Qingdao area was verified through a numerical simulation. The research results can provide a reference for the mechanical construction of connecting aisle under similar formation conditions

    Weak averaging principle for multiscale stochastic dynamical systems driven by α\alpha-stable processes

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    We aim to extend the weak averaging principle for the multiscale systems driven by Gaussian noises in [E. Pardoux, A. Y. Veretennilov, Ann. Probab., 29 (2001), 1061-1085] to α\alpha-stable case. First we exam the existence of a Poisson equation for the nonlocal elliptic operator corresponding to an ergodic jump process. Then we study the weak averaging principle for the multiscale stochastic dynamical systems driven by α\alpha-stable noises. Using the method of corrector, we show that the averaged system weakly converges to the slow component of original system as the scale parameter tends to zero. Finally, we present two specific examples to illustrate our results

    Platelet Distribution Width Levels Can Be a Predictor in the Diagnosis of Persistent Organ Failure in Acute Pancreatitis

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    Purpose. The change of serum platelet indices such as platelet distribution width (PDW) has been reported in a series of inflammatory reaction and clinical diseases. However, the relationship between PDW and the incidence of persistent organ failure (POF) in acute pancreatitis (AP) has not been elucidated so far. Materials and Methods. A total of 135 patients with AP admitted within 72 hours from symptom onset of AP at our center between December 2014 and January 2016 were included in this retrospective study. Demographic parameters on admission, organ failure assessment, laboratory data, and in-hospital mortality were compared between patients with and without POF. Multivariable logistic regression analyses were utilized to evaluate the predictive value of serum PDW for POF. Results. 30 patients were diagnosed with POF. Compared to patients without POF, patients with POF showed a significantly higher value of serum PDW on admission (14.88 ± 2.24 versus 17.60 ± 1.96%, P<0.001). After multivariable analysis, high PDW level remained a risk factor for POF (odds ratio 39.42, 95% CI: 8.64–179.77; P<0.001). A PDW value of 16.45% predicted POF with an area under the curve (AUC) of 0.870, a sensitivity with 0.867, and a specificity with 0.771, respectively. Conclusions. Our results indicate that serum PDW on admission could be a predictive factor in AP with POF and may serve as a potential prognostic factor

    Proof-Carrying Data from Multi-folding Schemes

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    Proof-carrying data (PCD) is a powerful cryptographic primitive that allows mutually distrustful parties to perform distributed computation defined on directed acyclic graphs in an efficiently verifiable manner. Important efficiency parameters include prover\u27s cost at each step and the recursion overhead that measures the additional cost apart from proving the computation. In this paper, we construct a PCD scheme having the smallest prover\u27s cost and recursion overhead in the literature. Specifically, the prover\u27s cost at each step is dominated by only one O(∣C∣)O(|C|)-sized multi-scalar multiplication (MSM), and the recursion overhead is dominated by only one 2r2r-sized MSM, where ∣C∣|C| is the computation size and rr is the number of incoming edges at certain step. In contrast, the state-of-the-art PCD scheme requires 4r+124r+12 O(∣C∣)O(|C|)-sized MSMs w.r.t. the prover\u27s cost and six 2r2r-sized MSMs, one 6r6r-sized MSM w.r.t. the recursion overhead. In addition, our PCD scheme supports more expressive constraint system for computations—customizable constraint system (CCS) that supports high-degree constraints efficiently, in contrast with rank-1 constraint system (R1CS) that supports only quadratic constraints used in existing PCD schemes. Underlying our PCD scheme is a multi-folding scheme that reduces the task of checking multiple instances into the task of checking one. We generalize existing construction to support arbitrary number of instances

    Transmission of 120 Gbaud QAM with an all-silicon segmented modulator

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    Segmenting a silicon modulator can substantially increase its electro-optic bandwidth without sacrificing modulation efficiency. We demonstrate a segmented silicon IQ modulator and experimentally explore both modulator design and operating point to optimize systems trade-offs in coherent detection. An electro–optic bandwidth of greater than 40 GHz is measured for a 4-mm-long segment, and greater than 60 GHz for a 2-mmlong segment. We evaluate optical transmission experimentally at 120 Gbaud for 16-ary quadrature amplitude modulation (QAM) and 32QAM. The segments are operated in tandem with identical data at each segment. We present an experimental method to align data timing between the segments. Through the optimization of segment biasing and linear compensation, we have achieved a bit error rate (BER) of 16QAM well below the 20% forward error correction (FEC) threshold (2 × 10−2 ). Adding nonlinear pre-compensation allows for 32QAM with a BER below the 24% FEC threshold (4.5 × 10−2 ), enabling a net rate of 483 Gbs per polarization. The modulator can also be operated as an optical digital analogy converter for complex optical signal generation, for which 100 Gbs is achieved for a proof of concept
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